Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data

DOI10.1017/ASB.2024.4MaRDI QIDQ6556599zbMATH OpenFDO

Authors Francis Duval, Jean-Philippe Boucher, Mathieu Pigeon

Publication date 17 June 2024

Published in ASTIN Bulletin (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

deep learningmultivariate negative binomialautomobile insurancecombined actuarial neural networkclaim count data

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07)

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Cites work

• Actuarial Modelling of Claim Counts
• Autocalibration and Tweedie-dominance for insurance pricing with machine learning
• Bias regularization in neural network models for general insurance pricing
• Claims frequency modeling using telematics car driving data
• Covariate selection from telematics car driving data
• Deep learning
• Feature extraction from telematics car driving heatmaps
• Improving automobile insurance claims frequency prediction with telematics car driving data
• Neural network embedding of the over-dispersed Poisson reserving model
• Regression analysis of count data
• Statistical foundations of actuarial learning and its applications
• The balance property in neural network modelling
• The use of annual mileage as a rating variable

Cited in

(3)

• Detection of interacting variables for generalized linear models via neural networks
• Enhancing actuarial non-life pricing models via transformers
• Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM

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